The Tidal Group : M2 SP500 Emini Futures Program

Summary

Systematic SP500 Emini Futures Trading strategy. Grey box. Trades 1 daily. The returns reflect on this site are proforma returns based on 2% and 25% performance fee.

Ms. Blaisdell started her career in finance at the University of Colorado at Boulder in September 1997. While attending college, Ms. Blaisdell had a three year student internship with Charles Schwab in Denver from November 1997 to December 2000. Ms. Blaisdell was the first ever intern to take her Series 7 & 63 at Charles Schwab. In the summer of 2000, Ms. Blaisdell interned as a non-employee at Hull Trading Company, a Division of Goldman Sachs & Company and later joined them full time in January 2001 as an assistant trader in the S&P500 futures and options on futures trading pits at the CME and CBOE. Hull Trading Company was an independent algorithmic trading firm and electronic market maker that was known for its quantitative and technology-based trading strategy. Hull Trading Company was purchased by Goldman Sachs in 1999. Ms. Blaisdell became a trader in the S&P 500 options and OEX pit at the CBOE in September 2002 prior to moving upstairs in New York City to trade a one hundred million aside delta one and volatility trading book for Goldman Sachs in August of 2003. Taylor Blaisdell co-founded TTG in March of 2012 when it was a New Jersey LLC. Ms. Blaisdell became a registered associated person and principal of the Advisor on May 20, 2015. Ms. Blaisdell has been in finance for over 20 years and prior to founding TTG, she served as a financial consultant in trading and risk management to Hedge Funds and Private Wealth Managers. As a consultant, Taylor provided insight in portfolio risk management, systematic trading and market volatility to several 100 million dollar clients; at one point consulting on over $1 billion in assets. Through her consulting experience and in conjunction with her 5 quantitative and trading background, Taylor developed a systematic futures trading program which is currently employed today in the Advisor’s program. Prior to being a consultant, Ms. Blaisdell became employed by Goldman Sachs from January 2001 to April 2004. While with Goldman Sachs & Co., which is a registered as a futures commission merchant and a Member of NFA, Ms. Blaisdell was registered as an associated person from October 2003 through April 2004. Ms. Blaisdell also held a series 7 license and was a registered representative with Goldman Sachs & Co.

Investment Strategy

M2 is an actively-managed fully systematic model that positions long or short once daily depending on the model signal. In addition to daily positioning the model also adjust exposure from 10-20% based on conviction. M2 seeks capital appreciation during periods of low risk, and capital preservation during periods of high risk. The signal is generated by a proprietary model that measures market risk and velocity of the market in conjunction with other proprietary financial measurements.

Risk Management

Designed to capitalize on capital preservation in times of higher volatility and to capitalize on capital appreciation in lower volatility environments. THIS TRADING ADVISOR PREVIOUSLY HAS NOT DIRECTED ANY ACCOUNTS. Although the Advisor has not managed accounts, one of the Advisor’s Trading Principals has Power of Attorney over one account. This one account started trading in January 2013 with $50,000 and in July 2014, the account increased the trading level to $1,000,000. In October 2015, the account withdrew approximately $700,000 from the account unrelated to the performance in the program. Ms. Blaisdell did not charge a management fee however did charge a 50% incentive fee. Since the fee structure is not in line with the fees that are being charged in this disclosure document, the Advisor has adjusted the performance to reflect a 1% management fee and a monthly incentive fee of 15%. The account presented in the Performance Capsule was funded with actual funds and no notional funds. The unaudited Rates of Return represented in the following Capsule and all performance data relating to the Rates of Return have been calculated on an accrual basis of accounting in accordance with Generally Accepted Accounting Principles.